+93.0%
MGY vs LII
+22.0%
+71.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.8% | +1.7% |
| 7D | +1.5% | +0.5% | +1.0% | +1.4% |
| 30D | +6.8% | -11.2% | +18.1% | +8.8% |
| 3M | +2.6% | -28.8% | +31.4% | +7.2% |
| 6M | -3.1% | -26.9% | +23.8% | 0.0% |
| YTD | +29.4% | -22.2% | +51.6% | +30.8% |
| 1Y | +22.3% | -32.0% | +54.3% | +27.8% |
| 3Y | +26.6% | -0.4% | +27.0% | +19.8% |
| All | +93.0% | +22.0% | +71.0% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling